+492.2%
COR vs ALK
-45.9%
+538.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.5% | +4.4% | +3.1% |
| 7D | +7.8% | -1.2% | +9.0% | +8.0% |
| 30D | +7.0% | +7.7% | -0.7% | +5.9% |
| 3M | +16.3% | -19.0% | +35.2% | +19.1% |
| 6M | +41.3% | -0.2% | +41.5% | +39.9% |
| YTD | +7.1% | -23.5% | +30.6% | +9.1% |
| 1Y | -0.8% | -9.1% | +8.3% | -1.8% |
| 3Y | +85.0% | +12.0% | +73.0% | +67.2% |
| 5Y | +203.9% | -30.9% | +234.7% | +196.0% |
| All | +492.2% | -45.9% | +538.1% | +451.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling